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LVMUY vs. MCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LVMUY and MCD is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

LVMUY vs. MCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) and McDonald's Corporation (MCD). The values are adjusted to include any dividend payments, if applicable.

2,200.00%2,400.00%2,600.00%2,800.00%3,000.00%3,200.00%3,400.00%JulyAugustSeptemberOctoberNovemberDecember
2,515.73%
3,223.04%
LVMUY
MCD

Key characteristics

Sharpe Ratio

LVMUY:

-0.58

MCD:

0.21

Sortino Ratio

LVMUY:

-0.70

MCD:

0.41

Omega Ratio

LVMUY:

0.92

MCD:

1.05

Calmar Ratio

LVMUY:

-0.46

MCD:

0.22

Martin Ratio

LVMUY:

-0.88

MCD:

0.47

Ulcer Index

LVMUY:

20.00%

MCD:

8.02%

Daily Std Dev

LVMUY:

30.55%

MCD:

17.77%

Max Drawdown

LVMUY:

-80.90%

MCD:

-73.62%

Current Drawdown

LVMUY:

-32.79%

MCD:

-6.99%

Fundamentals

Market Cap

LVMUY:

$329.73B

MCD:

$212.18B

EPS

LVMUY:

$5.88

MCD:

$11.40

PE Ratio

LVMUY:

22.47

MCD:

25.97

PEG Ratio

LVMUY:

3.48

MCD:

2.69

Total Revenue (TTM)

LVMUY:

$85.59B

MCD:

$25.94B

Gross Profit (TTM)

LVMUY:

$58.65B

MCD:

$14.53B

EBITDA (TTM)

LVMUY:

$26.24B

MCD:

$13.43B

Returns By Period

In the year-to-date period, LVMUY achieves a -18.08% return, which is significantly lower than MCD's 1.11% return. Over the past 10 years, LVMUY has outperformed MCD with an annualized return of 17.52%, while MCD has yielded a comparatively lower 14.92% annualized return.


LVMUY

YTD

-18.08%

1M

8.38%

6M

-14.06%

1Y

-18.97%

5Y*

9.41%

10Y*

17.52%

MCD

YTD

1.11%

1M

1.21%

6M

14.18%

1Y

2.88%

5Y*

10.78%

10Y*

14.92%

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Risk-Adjusted Performance

LVMUY vs. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) and McDonald's Corporation (MCD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for LVMUY, currently valued at -0.58, compared to the broader market-4.00-2.000.002.00-0.580.21
The chart of Sortino ratio for LVMUY, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.700.41
The chart of Omega ratio for LVMUY, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.05
The chart of Calmar ratio for LVMUY, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.460.22
The chart of Martin ratio for LVMUY, currently valued at -0.88, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.880.47
LVMUY
MCD

The current LVMUY Sharpe Ratio is -0.58, which is lower than the MCD Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of LVMUY and MCD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.58
0.21
LVMUY
MCD

Dividends

LVMUY vs. MCD - Dividend Comparison

LVMUY's dividend yield for the trailing twelve months is around 2.14%, less than MCD's 2.32% yield.


TTM20232022202120202019201820172016201520142013
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.14%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%2.17%
MCD
McDonald's Corporation
2.32%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%

Drawdowns

LVMUY vs. MCD - Drawdown Comparison

The maximum LVMUY drawdown since its inception was -80.90%, which is greater than MCD's maximum drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for LVMUY and MCD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.79%
-6.99%
LVMUY
MCD

Volatility

LVMUY vs. MCD - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a higher volatility of 8.01% compared to McDonald's Corporation (MCD) at 4.09%. This indicates that LVMUY's price experiences larger fluctuations and is considered to be riskier than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.01%
4.09%
LVMUY
MCD

Financials

LVMUY vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between LVMH Moët Hennessy - Louis Vuitton, Société Européenne and McDonald's Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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